+86.1%
WULF vs ACM
-45.8%
+131.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +7.6% | -3.7% | +11.3% | +8.1% |
| 30D | -8.6% | -11.1% | +2.5% | -6.2% |
| 3M | -37.0% | -8.0% | -29.0% | -35.8% |
| 6M | +7.4% | -29.7% | +37.1% | +16.6% |
| YTD | +43.7% | -29.4% | +73.1% | +57.1% |
| 1Y | +86.1% | -46.4% | +132.6% | +106.1% |
| All | +86.1% | -45.8% | +131.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling